BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,420 COMMITMENTS 159 429 36 2,628 2,533 2,822 2,997 598 423 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,057) -27 -251 -42 -870 -849 -940 -1,142 -118 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 12.5 1.0 76.8 74.0 82.5 87.6 17.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 10 11 12 14 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,706 COMMITMENTS 6,701 1,430 11,936 25,310 27,877 43,947 41,243 6,759 9,463 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,198) -2,778 124 -2,461 -3,266 -5,439 -8,505 -7,776 -694 -1,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 2.8 23.5 49.9 55.0 86.7 81.3 13.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 6 20 38 39 67 59 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,548 COMMITMENTS 68,210 36,599 80,460 120,399 138,421 269,070 255,480 31,478 45,068 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,868) 321 6,474 -3,645 5,152 416 1,828 3,245 3,041 1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 12.2 26.8 40.1 46.1 89.5 85.0 10.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 104 74 127 58 81 226 239 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,292 COMMITMENTS 101,912 50,661 114,459 166,671 182,411 383,042 347,530 30,250 65,761 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 9,241) 6,506 4,089 52 1,099 2,746 7,657 6,888 1,584 2,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 12.3 27.7 40.3 44.1 92.7 84.1 7.3 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 112 104 144 96 156 284 340 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,517 COMMITMENTS 3,992 3,977 735 3,163 2,336 7,890 7,048 1,628 2,469 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -99) 24 -894 53 47 549 125 -292 -224 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 41.8 7.7 33.2 24.5 82.9 74.1 17.1 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 23 33 14 16 18 48 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,195 COMMITMENTS 10,309 5,754 7,616 10,537 7,882 28,462 21,253 7,733 14,943 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 357) 17 -84 -61 -91 209 -135 64 492 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 15.9 21.0 29.1 21.8 78.6 58.7 21.4 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 32 33 48 44 53 104 119 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,363 COMMITMENTS 9,164 1,000 2,888 90,276 98,581 102,328 102,469 1,035 894 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,640) -0 0 0 -1,498 -1,478 -1,498 -1,478 -142 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.0 2.8 87.3 95.4 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 1 3 18 15 25 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,353 COMMITMENTS 18,241 15,686 7,024 53,756 75,074 79,021 97,784 45,332 26,568 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,056) -6,506 6,101 1,601 7,481 -3,936 2,576 3,766 481 -709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 12.6 5.6 43.2 60.4 63.5 78.6 36.5 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 17 16 34 32 64 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,980 COMMITMENTS 11,641 5,962 7,621 21,607 34,370 40,869 47,953 21,111 14,027 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 5,518) -1,768 1,115 3,287 3,976 1,189 5,495 5,591 23 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 9.6 12.3 34.9 55.5 65.9 77.4 34.1 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 11 9 9 15 15 32 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,130 COMMITMENTS 34,163 20,917 1,463 68,644 79,808 104,270 102,188 6,860 8,942 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -225) -6,791 843 969 5,805 -2,525 -17 -713 -208 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 18.8 1.3 61.8 71.8 93.8 92.0 6.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 38 9 24 18 45 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,499 COMMITMENTS 30,272 44,083 3,345 58,986 46,739 92,602 94,167 25,897 24,332 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,513) -796 13,407 1,100 21,690 -1,006 21,993 13,500 -5,480 3,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 37.2 2.8 49.8 39.4 78.1 79.5 21.9 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 27 13 32 30 64 64 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,956 COMMITMENTS 47,859 15,003 7,767 53,007 80,388 108,633 103,158 29,323 34,798 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,341) -6,146 2,081 1,034 6,883 -8,663 1,771 -5,548 -4,112 3,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 10.9 5.6 38.4 58.3 78.7 74.8 21.3 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 28 21 32 22 77 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 272,472 COMMITMENTS 33,630 66,177 45,005 142,555 98,464 221,189 209,645 51,282 62,827 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 44,068) -9,597 24,490 8,397 49,580 3,221 48,381 36,108 -4,314 7,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 24.3 16.5 52.3 36.1 81.2 76.9 18.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 42 68 55 60 61 133 153 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,956 COMMITMENTS 20,641 15,842 69 12,535 17,630 33,245 33,541 711 415 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,455) 2,125 2,982 -5,020 -2,355 -3,776 -5,250 -5,814 -205 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 46.7 0.2 36.9 51.9 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 2 5 6 14 9 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,939 COMMITMENTS 19,215 1,545 14 4,090 24,315 23,319 25,874 4,620 2,065 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,083) 1,262 157 -57 -535 256 670 356 413 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 5.5 0.1 14.6 87.0 83.5 92.6 16.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 20 7 1 9 9 29 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,147,369 COMMITMENTS 784,806 807,283 7495122 8983340 8816986 17263268 17119391 884,101 1027978 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 445,798) -48,837 78,244 389,358 116,874 -10,480 457,395 457,122 -11,597 -11,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.4 41.3 49.5 48.6 95.1 94.3 4.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 58 67 114 153 158 277 285 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,444,454 COMMITMENTS 60,169 162,557 139,693 1068514 976,666 1268376 1278917 176,078 165,537 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 103,226) 1,666 2,068 23,392 66,541 72,645 91,599 98,106 11,626 5,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 11.3 9.7 74.0 67.6 87.8 88.5 12.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636) 95 161 109 260 274 425 476 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 592,088 COMMITMENTS 25,058 74,004 51,468 426,235 367,984 502,762 493,456 89,326 98,632 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 59,818) 3,057 13,691 6,343 43,391 33,644 52,792 53,678 7,027 6,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 12.5 8.7 72.0 62.2 84.9 83.3 15.1 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 25 26 35 82 69 125 112 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,261,831 COMMITMENTS 402,423 669,638 214,255 3211395 3043411 3828073 3927304 433,758 334,527 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 217,036) 61,844 10,687 16,446 115,746 195,008 194,037 222,142 23,000 -5,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 15.7 5.0 75.4 71.4 89.8 92.2 10.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593) 88 150 93 234 262 381 446 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 110,251 COMMITMENTS 14,180 4,632 31 89,588 97,438 103,799 102,101 6,452 8,150 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 76) 3,719 -314 -1,046 -3,969 1,202 -1,296 -158 1,372 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 4.2 0.0 81.3 88.4 94.1 92.6 5.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 6 5 2 48 37 54 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 107,938 COMMITMENTS 7,678 6,849 2,098 86,403 87,589 96,179 96,536 11,759 11,402 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,180) 2,211 -1,252 -1,859 1,892 6,113 2,243 3,002 1,936 1,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 6.3 1.9 80.0 81.1 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 32 35 18 86 97 133 136 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,516 COMMITMENTS 570 1,634 44 24,186 18,674 24,799 20,352 2,717 7,164 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 219) -159 -1,166 -9 244 0 76 -1,175 143 1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 5.9 0.2 87.9 67.9 90.1 74.0 9.9 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 15 6 19 10 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 402,108 COMMITMENTS 40,897 31,426 4,917 311,084 344,575 356,899 380,918 45,210 21,190 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 19,803) 5,778 -6,501 -3,177 8,238 30,564 10,839 20,886 8,964 -1,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 7.8 1.2 77.4 85.7 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 33 33 18 82 94 127 133 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,163 COMMITMENTS 61,827 13,876 8,955 39,332 97,351 110,115 120,183 30,048 19,980 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,826) 1,480 1,461 5,541 2,387 7,503 9,409 14,506 2,416 -2,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 9.9 6.4 28.1 69.5 78.6 85.7 21.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 30 15 12 19 26 52 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,150 COMMITMENTS 6,322 8,873 3,024 17,780 13,216 27,126 25,113 15,024 17,037 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,049) -421 -2,520 3,024 -75 2,486 2,528 2,990 8,521 8,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 21.1 7.2 42.2 31.4 64.4 59.6 35.6 40.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 11 12 5 20 16 35 29 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,673 COMMITMENTS 13,550 2,898 1,644 23,181 59,611 38,375 64,153 40,298 14,520 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,047) -1,957 -755 856 4,583 7,581 3,482 7,682 12,565 8,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.7 2.1 29.5 75.8 48.8 81.5 51.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 16 7 4 28 32 46 41
Updated September 9, 2011